+61.5%
FCX vs TAP
+2.0%
+59.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +3.6% |
| 7D | -4.9% | +0.5% | -5.4% | -5.1% |
| 30D | -17.1% | +9.1% | -26.3% | -19.1% |
| 3M | -12.7% | -3.8% | -8.9% | -12.2% |
| 6M | -2.0% | -3.4% | +1.5% | -2.1% |
| YTD | +18.1% | -10.6% | +28.7% | +20.1% |
| 1Y | +55.2% | -4.4% | +59.6% | +53.7% |
| 3Y | +74.3% | -24.4% | +98.7% | +84.6% |
| All | +61.5% | +2.0% | +59.5% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling